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Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

统计计算 · 统计学 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

信息论 · 计算机科学 2014-06-19 Andrea Montanari , Emile Richard

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

机器学习 · 计算机科学 2012-07-03 Luis Francisco Sanchez Merchante , Yves Grandvalet , Gerrad Govaert

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the…

机器学习 · 计算机科学 2024-08-06 Anish Agarwal , Keegan Harris , Justin Whitehouse , Zhiwei Steven Wu

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

机器学习 · 计算机科学 2026-02-05 Thomas Uriot , Elise Chung

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

数值分析 · 数学 2021-03-19 Robert Beinert , Gabriele Steidl

Principal component analysis (PCA), the most popular dimension-reduction technique, has been used to analyze high-dimensional data in many areas. It discovers the homogeneity within the data and creates a reduced feature space to capture as…

统计方法学 · 统计学 2026-03-24 Daning Bi , Le Chang , Yanrong Yang

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

机器学习 · 统计学 2026-03-17 Ying Hu , Hu Yang

Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditional on the sensitive attributes, match one another.…

机器学习 · 统计学 2023-10-31 Junghyun Lee , Hanseul Cho , Se-Young Yun , Chulhee Yun

We discuss the problem of estimating the number of principal components in Principal Com- ponents Analysis (PCA). Despite of the importance of the problem and the multitude of solutions proposed in the literature, it comes as a surprise…

统计方法学 · 统计学 2016-07-06 Piotr Sobczyk , Malgorzata Bogdan , Julie Josse

Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…

信号处理 · 电气工程与系统科学 2019-09-17 Yan Yang , Zhifang Yang , Juan Yu , Baosen Zhang

Factor analysis and principal component analysis (PCA) are used in many application areas. The first step, choosing the number of components, remains a serious challenge. Our work proposes improved methods for this important problem. One of…

统计方法学 · 统计学 2019-09-17 Edgar Dobriban , Art B. Owen

Cyber security threats have been growing significantly in both volume and sophistication over the past decade. This poses great challenges to malware detection without considerable automation. In this paper, we have proposed a novel…

密码学与安全 · 计算机科学 2019-02-12 Jason Zhang

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

机器学习 · 统计学 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

数值分析 · 计算机科学 2016-03-01 Vitaly Bulgakov

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

数据结构与算法 · 计算机科学 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

统计方法学 · 统计学 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Regional climate information at kilometer scales is essential for assessing the impacts of climate change, but generating it with global climate models is too expensive due to their high computational costs. Machine learning models offer a…

大气与海洋物理 · 物理学 2026-04-07 Kevin Debeire , Aytaç Paçal , Pierre Gentine , Luis Medrano-Navarro , Nils Thuerey , Veronika Eyring